+79.1%
PEP vs FTNT
+2,069.7%
-1,990.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -1.7% | +1.7% | -3.4% | -1.8% |
| 30D | +0.3% | -4.3% | +4.6% | +0.6% |
| 3M | -3.2% | +13.6% | -16.8% | -4.6% |
| 6M | -13.6% | +87.6% | -101.2% | -19.3% |
| YTD | -1.9% | +98.0% | -99.8% | -9.0% |
| 1Y | -0.6% | +96.9% | -97.5% | -8.0% |
| 3Y | -13.6% | +145.4% | -159.0% | -24.4% |
| 5Y | +3.2% | +153.0% | -149.8% | -13.6% |
| 10Y | +79.1% | +2,098.3% | -2,019.2% | +9.1% |
| All | +79.1% | +2,069.7% | -1,990.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling